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Modulus-based matrix splitting methods for horizontal linear complementarity problems

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Abstract

In this paper, we extend modulus-based matrix splitting iteration methods to horizontal linear complementarity problems. We consider both standard and accelerated methods and analyze their convergence. In this context, we also generalize existing results on modulus-based matrix splitting iteration methods for (non-horizontal) linear complementarity problems. Lastly, we analyze the proposed methods by numerical experiments involving both symmetric and non-symmetric matrices.

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Acknowledgments

The authors desire to thank the anonymous referees for the valuable comments and suggestions.

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Authors and Affiliations

  1. Department of Engineering “Enzo Ferrari”, University of Modena and Reggio Emilia, via P. Vivarelli 10/1, building 26, I-41125, Modena, Italy

    Francesco Mezzadri & Emanuele Galligani

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  1. Francesco Mezzadri
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  2. Emanuele Galligani
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Correspondence to Francesco Mezzadri.

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Mezzadri, F., Galligani, E. Modulus-based matrix splitting methods for horizontal linear complementarity problems. Numer Algor 83, 201–219 (2020). https://doi.org/10.1007/s11075-019-00677-y

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  • DOI: https://doi.org/10.1007/s11075-019-00677-y

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